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The Effect of Scarcity on Anticipated Price Appreciation

✍ Scribed by Michael Lynn; Paulette Bogert

Book ID
109289643
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
403 KB
Volume
26
Category
Article
ISSN
0021-9029

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πŸ“œ SIMILAR VOLUMES

Options of futures: Pricing and the effe
Options of futures: Pricing and the effect of an anticipated price change
✍ Avner Wolf πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 938 KB

Pricing and the Effect of an ## Anticipated Price Change Avner Wolf is article commodity examines theoretical aspects of Black's (1976) pricing formula of r options and the effect on the option's premium of an anticipated future drift in the futures price. In the first part, we derive the formula